CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 12-May-2022

Day Change Summary
	Previous	Current
	11-May-2022	12-May-2022	Change	Change %	Previous Week
Open	0.7675	0.7696	0.0021	0.3%	0.7778
High	0.7739	0.7704	-0.0035	-0.4%	0.7865
Low	0.7668	0.7646	-0.0022	-0.3%	0.7742
Close	0.7702	0.7647	-0.0055	-0.7%	0.7747
Range	0.0071	0.0059	-0.0013	-17.6%	0.0123
ATR	0.0064	0.0063	0.0000	-0.6%	0.0000
Volume	98,081	91,126	-6,955	-7.1%	426,014

Daily Pivots for day following 12-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7841	0.7802	0.7679
R3	0.7782	0.7744	0.7663
R2	0.7724	0.7724	0.7657
R1	0.7685	0.7685	0.7652	0.7675
PP	0.7665	0.7665	0.7665	0.7660
S1	0.7627	0.7627	0.7641	0.7617
S2	0.7607	0.7607	0.7636
S3	0.7548	0.7568	0.7630
S4	0.7490	0.7510	0.7614

Weekly Pivots for week ending 06-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8153	0.8073	0.7815
R3	0.8030	0.7950	0.7781
R2	0.7907	0.7907	0.7770
R1	0.7827	0.7827	0.7758	0.7806
PP	0.7784	0.7784	0.7784	0.7774
S1	0.7704	0.7704	0.7736	0.7683
S2	0.7661	0.7661	0.7724
S3	0.7538	0.7581	0.7713
S4	0.7415	0.7458	0.7679

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7803	0.7646	0.0158	2.1%	0.0062	0.8%	1%	False	True	92,702
10	0.7865	0.7646	0.0219	2.9%	0.0066	0.9%	0%	False	True	90,199
20	0.8024	0.7646	0.0379	4.9%	0.0066	0.9%	0%	False	True	84,578
40	0.8061	0.7646	0.0415	5.4%	0.0057	0.7%	0%	False	True	77,386
60	0.8061	0.7646	0.0415	5.4%	0.0059	0.8%	0%	False	True	59,746
80	0.8061	0.7646	0.0415	5.4%	0.0056	0.7%	0%	False	True	44,919
100	0.8061	0.7646	0.0415	5.4%	0.0053	0.7%	0%	False	True	35,970
120	0.8061	0.7646	0.0415	5.4%	0.0052	0.7%	0%	False	True	30,035

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7953
2.618	0.7857
1.618	0.7799
1.000	0.7763
0.618	0.7740
HIGH	0.7704
0.618	0.7682
0.500	0.7675
0.382	0.7668
LOW	0.7646
0.618	0.7609
1.000	0.7587
1.618	0.7551
2.618	0.7492
4.250	0.7397

Fisher Pivots for day following 12-May-2022
Pivot	1 day	3 day
R1	0.7675	0.7692
PP	0.7665	0.7677
S1	0.7656	0.7662

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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